Massachusetts isn't really the sort of place you expect to have strong tornadoes, but on Memorial Day in 1995 an F3-F4 tornado tore through Great Barrington, MA.
This link has some radar images showing the tornado formation:
SUNY Albany's page
It even inspired a study of torandogenesis in the NE:
Terrain Influenced Tornadogenesis in the Northeastern United States: An Examination of the 29 May 1995 Great Barrington, MA, Tornado
Stats:
NCDC Event Details